Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score (Q744244): Difference between revisions

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Property / DOI: 10.1016/j.spa.2014.07.003 / rank
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Latest revision as of 02:53, 10 December 2024

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Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score
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    Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score (English)
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    6 October 2014
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    reflected Brownian motion
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    Lindley process
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    local score
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    Donsker invariance theorem
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    random walk
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    weak convergence
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    inverse of local time
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    Brownian excursions
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    Identifiers

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